+45.1%
TFC vs FSLY
+5.6%
+39.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.7% | -6.5% | -1.3% |
| 7D | -1.3% | +11.2% | -12.5% | -2.2% |
| 30D | -2.3% | -18.2% | +15.8% | -1.0% |
| 3M | +2.5% | +21.9% | -19.4% | 0.0% |
| 6M | +9.5% | +4.0% | +5.4% | +5.8% |
| YTD | +5.1% | +123.1% | -118.0% | -7.4% |
| 1Y | +15.5% | +196.9% | -181.4% | -2.3% |
| 3Y | +95.2% | -1.3% | +96.4% | +75.4% |
| 5Y | +14.5% | -50.2% | +64.7% | +1.4% |
| All | +45.1% | +5.6% | +39.4% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded FSLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling